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09 Power Method

This document discusses numerical analysis techniques for eigenvalues and eigenvectors. It introduces the power method, which can be used to locate the dominant eigenvalue of a matrix through iterative computations. The inverse power method is then presented to find eigenvalues other than the dominant one. Deflation techniques are explained last, which can remove already computed eigenvalues to find remaining ones, similar to dividing out factors in polynomial rootfinding. The power method, inverse power method, and deflation are important numerical methods for eigenvalue problems.

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nayeem4444
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© Attribution Non-Commercial (BY-NC)
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Download as PPSX, PDF, TXT or read online on Scribd
328 views

09 Power Method

This document discusses numerical analysis techniques for eigenvalues and eigenvectors. It introduces the power method, which can be used to locate the dominant eigenvalue of a matrix through iterative computations. The inverse power method is then presented to find eigenvalues other than the dominant one. Deflation techniques are explained last, which can remove already computed eigenvalues to find remaining ones, similar to dividing out factors in polynomial rootfinding. The power method, inverse power method, and deflation are important numerical methods for eigenvalue problems.

Uploaded by

nayeem4444
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPSX, PDF, TXT or read online on Scribd
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Numerical Analysis

EE, NCKU Tien-Hao Chang (Darby Chang)

In the previous slide

Special matrices
strictly diagonally dominant matrix symmetric positive definite matrix
Cholesky decomposition

tridiagonal matrix

Iterative techniques
Jacobi, Gauss-Seidel and SOR methods conjugate gradient method

Nonlinear systems of equations (Exercise 3)


2

In this slide

Eigenvalues and eigenvectors


The power method
locate the dominant eigenvalue

Inverse power method

Deflation

Chapter 4
Eigenvalues and eigenvectors

Eigenvalues and eigenvectors

Eigenvalue
= = 0 det = 0
characteristic polynomial

Eigenvector
the nonzero vector for which = associated with the eigenvalue
5

In Chapter 4

Determine the dominant eigenvalue


Determine a specific eigenvalue

Remove a eigenvalue
Determine all eigenvalues

4.1
The power method

The power method

Different problems have different requirements


a single, several or all of the eigenvalues the corresponding eigenvectors may or may not also be required

To handle each of these situations efficiently, different strategies are required The power method
an iterative technique locate the dominant eigenvalue also computes an associated eigenvector can be extended to compute eigenvalues

The power method

Basics

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The power method

Approximated eigenvalue

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Any Questions?

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The power method

A common practice

Make the vector () have a unit length

Why we question need this step?


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The power method

A common practice

Make the vector () have a unit length

Why we need this step?


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Make the vector () have a unit length


to avoid overflow and underflow

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The power method

Complete procedure

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Any Questions?

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In action

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what is the first estimate?

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Any Questions?
The power method for generic matrices

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The power method for symmetric matrices

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When is symmetric
more rapid convergence
still linear, but smaller asymptotic error

different scaling scheme (norm) based on the theorem

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The power method variation

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The power method

Approximated eigenvalue

Recall that
http://www.dianadepasquale.com/ThinkingMonkey.jpg

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Any Questions?
The power method for symmetric matrices

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Why to
Require the matrix to be symmetric?

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Any Questions?
4.1 The power method

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An application of eigenvalue

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Undirected graph

Relation to eigenvalue

Proper coloring
how to color the geographic regions on a map regions that share a common border receive different colors

Chromatic number
the minimum number of colors that can be used in a proper coloring of a graph
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Undirected graph

The dominant eigenvalue

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Undirected graph

The corresponding eigenvector

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Any Questions?

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4.2
The inverse power method

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The inverse power method

An eigenvalue other than the dominant one


To derive the inverse power method, we will need
the relationship between the eigenvalues of a matrix to a class of matrices constructed from

With that, we can


transform an eigenvalue of the dominant eigenvalue of later

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is a polynomial of

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The inverse power method

An eigenvalue other than the dominant one


To derive the inverse power method, we will need
the relationship between the eigenvalues of a matrix to a class of matrices constructed from

With that, we can


transform an eigenvalue of the dominant eigenvalue of

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Any Questions?

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How to
Find the eigenvalue smallest in magnitude

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Any Questions?
4.2 The inverse power method

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4.3
Deflation

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Deflation

So far, we can approximate


the dominant eigenvalue of a matrix the one smallest in magnitude the one closest to a specific value

What if we need several of the largest/smallest eigenvalues? Deflation


to remove an already determined solution, while leaving the remainder solutions unchanged 51

Within the context of polynomial rootfinding


remove each root by dividing out the monomial
3 6 2 + 11 6 = 1 2 5 + 6 = ( 1)( 2)( 3) 2 5 + 6 = ( 2)( 3) is a deflation of 3 6 2 + 11 6

For the matrix eigenvalue problem


shift the previously determined eigenvalue to zero (while leaving the remainder eigenvalues unchanged) to do this, we need the relationship among the eigenvalues of a matrix and 52

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Recall that
http://www.dianadepasquale.com/ThinkingMonkey.jpg

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Deflation

Shift an eigenvalue to zero

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While leaving the remaining eigenvalues unchanged

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Deflation

Summary

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Any Questions?

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Do we
Miss something?

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Recall that
http://www.dianadepasquale.com/ThinkingMonkey.jpg

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How to choose for the formula = 1 1 ?

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Wielandt deflation

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Wielandt deflation

Bonus

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In action

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Hotelling deflation

Recall that we choose 1, based on infinity norm Like the power method, there is another deflation variation for symmetric matrices

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Any Questions?
4.3 Deflation

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